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reminder for upcoming seminars and talks
by Sandra Trenovatz 17 Jun '16

17 Jun '16

------------------------------------------------------------------------ Guests/talks at Faculty of Mathematics, University of Vienna ------------------------------------------------------------------------ Mo., 20.06.2016 - Fr., 24.06.2016, Room 03.136, 3rd floor Univ. of Vienna, 1090 Vienna, Oskar-Morgenstern-Platz 1 Mo., 20.06.2016 Jaksa Cvitanic (Caltech, US) http://people.hss.caltech.edu/~cvitanic/ Peter Friz (TU Berlin) http://page.math.tu-berlin.de/~friz/ Tu., 21.06.2016 Johannes Muhle-Karbe (Univ. of Michigan, US) http://www-personal.umich.edu/~johanmk/ Katrin Glau (TU Munich) https://www.mathfinance.ma.tum.de/index.php?id=92 Jan Obloj (Univ. of Oxford) https://www.maths.ox.ac.uk/people/jan.obloj We., 22.06.2016 Birgit Rudloff (WU Wien) https://www.wu.ac.at/statmath/faculty-staff/faculty/birgit-rudloff/ Francesca Biagini (LMU Munich) http://www.fm.mathematik.uni-muenchen.de/personen/professors/francesca_biag… Th., 23.06.2016 Stefan Gerhold (TU Wien) http://www.fam.tuwien.ac.at/~sgerhold/ Marcel Nutz (Univ. of Columbia, US) http://www.math.columbia.edu/~mnutz/ Fr., 24.06.2016 Mathias Beiglböck (TU Wien) http://file.statistik.tuwien.ac.at/beiglboeck/ For further details (exact time, titles & abstracts) see: http://mathematik.univie.ac.at/fileadmin/user_upload/f_mathematik/Vortr%C3%… (http://mathematik.univie.ac.at/kalender/) ------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 20.06.2016, 17:00-18:00, Lecture Hall 12 OMP1 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 2nd floor Piotr Jaworski (Univ. Warsaw) http://mathfinance.mimuw.edu.pl/en/people "On systemic risk and Conditional Value at Risk (CoVaR)" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Mittwoch, 22.06.2016, 16:30, Freihaus Hörsaal 3 TU Wien, 1040, Wiedner Hauptstraße 8-10, Freihaus, 2. OG, gelber Bereich Onnen Siems, Carina Götzen (Meyerthole Siems Kohlruss, DE) "Praxisbericht - "Data-Based Storm Modelling" (Actuarial Modelling Club) Weitere Details zu Vortrag, Referenten und Registrierung unter: https://fam.tuwien.ac.at/vr/20160622.php ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 10 Jun '16

10 Jun '16

------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Th., 16.06.2016, 14:30(-15:30), room SR D4.0.127 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, ground floor Johanna Nešlehová (McGill University, Montréal, Canada) http://www.math.mcgill.ca/neslehova/ Christian Genest (McGill University, Montréal, Canada) http://www.math.mcgill.ca/cgenest/ "Estimating extremal dependence using B-splines" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/resseminar/ To find the room on the WU Campus search for "D4.0.127" on: http://gis.wu.ac.at/?roomShow=D4.0.127 ------------------------------------------------------------------------ TU Wien, Veranstaltungsreihe "Actuarial Modelling Club" ------------------------------------------------------------------------ Th., 16.06.2016, 16:00, Freihaus Hörsaal 3 TU Wien, 1040, Wiedner Hauptstr 8, Freihaus, 2. Stock, gelber Bereich Ronald Laszlo (Vienna Insurance Group), Karin Nowak (B&W Deloitte) "Herausforderung Immobilien unter Solvency II" (Actuarial Modelling Club) For further details (including abstracts) and registration see https://fam.tuwien.ac.at/vr/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 16.06.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Mathias Pohl (University of Vienna) http://stochopt.univie.ac.at/researchers/mathias-pohl/ "An Applied Take on Dependence Uncertainty" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 27 May '16

27 May '16

------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 02.06.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section Stefan Ankirchner (University of Jena, Germany) http://www.stochastik.uni-jena.de/Mitarbeiter/Prof_+Dr_+S_+Ankirchner.html "Play safe if ahead, take risk if behind" (Vienna Seminar in Mathematical Finance and Probability) For further details (including abstracts) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 20 May '16

20 May '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 23.5.2016, 16:45-17:45, Lecture Hall 12 Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 2nd floor Milos Kopa (Charles University Prague) http://www.karlin.mff.cuni.cz/~kopa/ "Robustness in stochastic programs with decision dependent randomness" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ======================================================================== Additionally this time we refer to a Summer School in Italy as the Nobel laureate (and Austrian mathematician) Martin Hairer gives a mini course there: ------------------------------------------------------------------------ CIME-EMS Summer School in applied mathematics in Centaro/Italy ------------------------------------------------------------------------ "Singular Random Dynamics" August 22 - August 27, 2016 Cetraro, Italy http://web.math.unifi.it/users/cime/ Mini Courses: Massimiliano Gubinelli (IAM, Bonn) "Applications of controlled paths to problems in stochastic analysis" Martin Hairer (Univ. Warwick) "Stochastic PDEs and Renormalisation" Panagiotis Souganidis (Univ. Chicago) "Hamilton-Jacobi partial differential equations and conservation laws with rough time signals and applications" Nikolay Tzvetkov (Univ. Cergy-Pontoise) "On Hamiltonian partial differential equations with random initial conditions" Registration is open until end May: http://php.math.unifi.it/users/cime/Courses/2016/course.php?codice=20162 Place: http://php.math.unifi.it/users/cime/Cetraro/Cetraro.html https://goo.gl/maps/ve4vb6Cg6w32 ========================================================================

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reminder for upcoming seminars and talks
by Sandra Trenovatz 06 May '16

06 May '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 29 Apr '16

29 Apr '16

------------------------------------------------------------------------ DIANA Research Group - DIfferential Algebras and Nonlinear Analysis ------------------------------------------------------------------------ Fr., 06.05.2016, 10:00, Besprechungsraum 3 (03.136) Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 3rd floor Eberhard Mayerhofer (Dublin City University) http://www.eberhard-mayerhofer.eu/ "Option Portfolios on Multiple Assets" (joint work with Paolo Guasoni) (The DIANA seminar) For further details (including abstracts) see http://www.mat.univie.ac.at/~nigsch/diana/ ======================================================================== VCMF 2016 ------------------------------------------------------------------------ Submission Deadline: May 15, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Vienna Congress on Mathematical Finance & VCMF Educational Workshop September 12-16, 2016 Vienna, Austria https://fam.tuwien.ac.at/vcmf2016/ ======================================================================== ASD 2016 ------------------------------------------------------------------------ Submission Deadline: May 15, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 5th Austrian Stochastic Days June 30 - July 1, 2016 TU Graz, Austria http://www.math.tugraz.at/mathc/stochdays/ ======================================================================== SOfA 2016 ------------------------------------------------------------------------ Submission Deadline: June 3, 2016 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Set-Optimization for Applications Third International Conference on Set-Valued Variational Analysis and Set Optimization with Applications in Economics, Finance, Statistics and Game Theory September 19-23, 2016 WU Wien, Austria http://sofa2016.wu.ac.at/ ======================================================================== HFT 2016 ------------------------------------------------------------------------ High Frequency Trading - Curse or Blessing? September 22-23, 2016 Vienna, Austria http://hft2016.univie.ac.at/ ------------------------------------------------------------------------

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an additional talk this week
by Sandra Trenovatz 19 Apr '16

19 Apr '16

Maybe the following talk this Thursday is interesting for some people on the FAM-news mailinglist: ------------------------------------------------------------------------ University of Vienna, Faculty of Physics ------------------------------------------------------------------------ Th., 21.04.2016, 14:00-15:00, Seminarraum A Uni Wien, 1090 Vienna, Währingerstr. 17, 2nd floor Yann Brenier (CNRS, CMLS, Ecole Polytechnique, France) http://www.cmls.polytechnique.fr/perso/brenier/ "Large deviations, optimal transport and Newtonian gravitation" (Vienna relativity seminar) For further details (including abstracts) see https://physik.univie.ac.at/uploads/media/YannBrenier_21.04.2016.pdf (http://gravity.univie.ac.at/seminars-research-publications/) ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 15 Apr '16

15 Apr '16

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reminder for upcoming seminars and talks
by Sandra Trenovatz 08 Apr '16

08 Apr '16

------------------------------------------------------------------------ University of Vienna, Dept. of Statistics and Decision Support Systems ------------------------------------------------------------------------ Mo., 11.04.2016, 16:45-17:45, Sky Lounge Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor Christa Cuchiero (Univ. Vienna) http://www.mat.univie.ac.at/~cuchiero/ "Polynomial Processes in Stochastic Portfolio Theory" (ISOR Colloquium) For further details (including abstracts) see https://isor.univie.ac.at/colloquia-seminars/ ------------------------------------------------------------------------ Joint Seminar: TU Vienna, University of Vienna and WU Vienna ------------------------------------------------------------------------ Th., 14.04.2016, 16:30, seminar room FH grün 04, TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section David Belius (University of Zurich, Switzerland) http://user.math.uzh.ch/belius/ "Some log-correlated random fields and their extrema" (Vienna Seminar in Mathematical Finance and Probability) For further details (abstract should follow soon) see https://fam.tuwien.ac.at/vs-mfp/ ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 15.04.2015, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Andreas Löhne (Friedrich-Schiller-Universität Jena) http://www.optimierung-loehne.uni-jena.de/ "On the Dual of the Solvency Cone" (joint work with Birgit Rudloff, WU Wien) (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------

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reminder for upcoming seminars and talks
by Sandra Trenovatz 01 Apr '16

01 Apr '16

------------------------------------------------------------------------ Workshop of the Wolfgang Pauli Institute (WPI) ------------------------------------------------------------------------ Monday, April 4. - Thursday, April 7, 2016, Seminar Room 08.135 WPI / Univ. of Vienna, 1090 Vienna, Oskar-Morgenstern-Platz 1 Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" For further details (including abstracts) see http://www.wpi.ac.at/event_view.php?id_activity=212 ------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------ Fr., 08.04.2016, 09:00, room SR D4.4.008 WU Wien, 1020, Welthandelsplatz 1, WU Campus, building D4, 4th floor Gunther Leobacher (Johannes Kepler Universität Linz) http://www.finanz.jku.at/index.php?id=leobacher&L=2 "QMC methods in quantitative finance, tradition and perspectives" (Research seminar - Statistics and Mathematics) For further details (including abstracts) see http://www.wu.ac.at/en/statmath/resseminar/ To find the room on the WU Campus search for "D4.4.008" on: http://gis.wu.ac.at/?roomShow=D4.4.008 ------------------------------------------------------------------------

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